VGVF.DE vs. VUAA.L
VGVF.DE (Vanguard FTSE Developed World UCITS ETF Acc) and VUAA.L (Vanguard S&P 500 UCITS ETF USD Accumulation) are both exchange-traded funds - VGVF.DE is a Global Equities fund tracking the FTSE Developed, while VUAA.L is a S&P 500 fund tracking the S&P 500 Net Total Return. Both are passively managed. Their correlation of 0.89 suggests significant overlap in exposure. VGVF.DE charges 0.12%/yr vs 0.07%/yr for VUAA.L.
Performance
VGVF.DE vs. VUAA.L - Performance Comparison
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Different Trading Currencies
VGVF.DE is traded in EUR, while VUAA.L is traded in USD. To make them comparable, the VUAA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, VGVF.DE achieves a 12.58% return, which is significantly higher than VUAA.L's 11.28% return.
VGVF.DE
- 1D
- -0.15%
- 1M
- 3.98%
- YTD
- 12.58%
- 6M
- 12.87%
- 1Y
- 26.34%
- 3Y*
- 18.25%
- 5Y*
- 13.14%
- 10Y*
- —
VUAA.L
- 1D
- -0.27%
- 1M
- 4.14%
- YTD
- 11.28%
- 6M
- 10.75%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VGVF.DE vs. VUAA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VGVF.DE Vanguard FTSE Developed World UCITS ETF Acc | 12.58% | 11.77% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 11.28% | 12.15% |
Correlation
The correlation between VGVF.DE and VUAA.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 9, 2025 | 0.89 |
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Return for Risk
VGVF.DE vs. VUAA.L — Risk / Return Rank
VGVF.DE
VUAA.L
VGVF.DE vs. VUAA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| VGVF.DE | VUAA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.44 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | — | — |
| Martin ratioReturn relative to average drawdown | 17.27 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VGVF.DE | VUAA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 2.00 | -1.21 |
Drawdowns
VGVF.DE vs. VUAA.L - Drawdown Comparison
The maximum VGVF.DE drawdown since its inception was -33.54%, which is greater than VUAA.L's maximum drawdown of -7.08%. Use the drawdown chart below to compare losses from any high point for VGVF.DE and VUAA.L.
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Drawdown Indicators
| VGVF.DE | VUAA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.54% | -7.08% | -26.46% |
Max Drawdown (1Y)Largest decline over 1 year | -6.28% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -21.17% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.17% | — | — |
Current DrawdownCurrent decline from peak | -0.55% | -0.67% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -1.45% | -3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 2.07% | -0.54% |
Volatility
VGVF.DE vs. VUAA.L - Volatility Comparison
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Volatility by Period
| VGVF.DE | VUAA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.02% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.22% | 12.45% | -1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 12.45% | +1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 12.45% | +3.78% |
VGVF.DE vs. VUAA.L - Expense Ratio Comparison
VGVF.DE has a 0.12% expense ratio, which is higher than VUAA.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VGVF.DE vs. VUAA.L - Dividend Comparison
Neither VGVF.DE nor VUAA.L has paid dividends to shareholders.
Frequently Asked Questions
VGVF.DE and VUAA.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.L is cheaper with a 0.07% expense ratio, compared with 0.12% for VGVF.DE.
VGVF.DE is categorized as Global Equities, while VUAA.L is S&P 500. VGVF.DE tracks FTSE Developed, while VUAA.L tracks S&P 500 Net Total Return. Their fees differ too: 0.12% for VGVF.DE and 0.07% for VUAA.L.
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